Kalman filtering applied to time series analysis

IEE Colloquium (Digest)

Volumn 3-10203, Issue , 2003, Pages 17-23

  Provost, M J ^a  

^a ROLLS ROYCE PLC   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

FOREIGN EXCHANGE; SHAFT SPEED; SHARE PRICES; WEATHER STATIONS;

ACOUSTIC NOISE; FUEL CONSUMPTION; GAS TURBINES; INTERNATIONAL TRADE; PARAMETER ESTIMATION; SHAFTS (MACHINE COMPONENTS); TIME SERIES ANALYSIS;

KALMAN FILTERING;

EID: 8344268528     PISSN: 09633308     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (4)

1. The Use of Optimal Estimation Techniques in the Analysis of Gas Turbines M J Provost PhD Thesis, Cranfield University, 1994.
2. Kalman Filtering Applied to Time Series Analysis M J Provost Lecture notes from Von Karman Institute lecture series 'Gas Turbine Condition Monitoring and Fault Diagnosis', January 2003.
3. Baysian Forecasting P J Harrison & C F Stevens Journal of the Royal Statistical Society, No 3, 1976, pages 205-247.
4. A Baysian Approach to Short-Term Forecasting P J Harrison & C F Stevens Operational Research Quarterly, Vol 22, No 4, 1971, pages 341-362.